+67.2%
CAH vs LEN
-37.1%
+104.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | +5.4% | -3.2% | +8.6% | +5.5% |
| 30D | +3.3% | -4.9% | +8.2% | +3.6% |
| 3M | +22.8% | -8.5% | +31.3% | +23.1% |
| 6M | +11.3% | -20.7% | +31.9% | +12.1% |
| YTD | +21.1% | -17.4% | +38.5% | +21.5% |
| 1Y | +67.2% | -38.2% | +105.5% | +78.2% |
| All | +67.2% | -37.1% | +104.3% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling